Jmorris,
Mine's too old for the set screw, too, which is why I had to look at the current manual to spot the one in the schematics. If that's not running into the shell plate bolt, it begs the question, what has happened on the OP's bolt? If nothing is binding the bolt threads in place, as you say, it should just be loose and come out. But the fact it broke suggests over-tightening stressed it. That makes me wonder if the female threads are crushed and keeping it from turning out easily. That would call for returning it to Dillon. Also, I haven't touched mine with a file, but I assume that bolt is hardened and may require a carbide bit to drill it out, preferably left-handed to avoid driving the remains in further. If so, it is something Dillon will have and they will probably have a jig that centers the drill over the bolt and guides the drill straight into to it. It may well be worth the postage to get them to do it.